
Accession Number : AD0667472
Title : AN INTRODUCTION TO LINEAR MODELING OF STATIONARY AND NONSTATIONARY TIME SERIES.
Descriptive Note : Technical rept.,
Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS
Personal Author(s) : Watts,Donald G.
Report Date : AUG 1967
Pagination or Media Count : 49
Abstract : Recent work by G. E. P. Box, of the University of Wisconsin, and G. M. Jenkins, of the University of Lancaster has led to simple models for stationary and nonstationary time series. The approach used is essentially that proposed by Zadeh and Ragazzini in 1950 and 1952, but Box and Jenkins have looked at the problem from the point of view of the statistician. Thus, while Zadeh and Ragazzini were concerned with analytic reduction of random processes to white noise, Box and Jenkins are concerned with empirical reduction of time series to uncorrelated residuals. Another important aspect of Box and Jenkins' work is that of developing useful models for seasonal time series. This paper presents an introduction to parametric modeling of time series, using the BoxJenkins approach. (Author)
Descriptors : (*TIME SERIES ANALYSIS, MATHEMATICAL MODELS), CORRELATION TECHNIQUES, POWER SPECTRA, RANDOM VARIABLES, PROBABILITY DENSITY FUNCTIONS, STATISTICAL FUNCTIONS, SYSTEMS ENGINEERING, TRANSFER FUNCTIONS, MATHEMATICAL PREDICTION, LEAST SQUARES METHOD, PROBLEM SOLVING
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE